BoundEdgeworth: Bound on the Error of the First-Order Edgeworth Expansion

Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2021) <doi:10.48550/arXiv.2101.05780>.

Version: 0.1.2.1
Imports: expint, mathjaxr
Suggests: spelling, testthat (≥ 3.0.0)
Published: 2023-06-16
Author: Alexis Derumigny ORCID iD [aut, cre], Lucas Girard [aut], Yannick Guyonvarch [aut]
Maintainer: Alexis Derumigny <a.f.f.derumigny at tudelft.nl>
BugReports: https://github.com/AlexisDerumigny/BoundEdgeworth/issues
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: BoundEdgeworth results

Documentation:

Reference manual: BoundEdgeworth.pdf

Downloads:

Package source: BoundEdgeworth_0.1.2.1.tar.gz
Windows binaries: r-devel: BoundEdgeworth_0.1.2.1.zip, r-release: BoundEdgeworth_0.1.2.1.zip, r-oldrel: BoundEdgeworth_0.1.2.1.zip
macOS binaries: r-release (arm64): BoundEdgeworth_0.1.2.1.tgz, r-oldrel (arm64): BoundEdgeworth_0.1.2.1.tgz, r-release (x86_64): BoundEdgeworth_0.1.2.1.tgz
Old sources: BoundEdgeworth archive

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